Correlation
The correlation between SELCX and SPY is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
SELCX vs. SPY
Compare and contrast key facts about SEI Institutional Managed Trust Large Cap Growth Fund (SELCX) and SPDR S&P 500 ETF (SPY).
SELCX is managed by Blackrock. It was launched on Dec 20, 1994. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SELCX or SPY.
Performance
SELCX vs. SPY - Performance Comparison
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Key characteristics
SELCX:
0.69
SPY:
0.67
SELCX:
1.05
SPY:
1.03
SELCX:
1.15
SPY:
1.15
SELCX:
0.68
SPY:
0.69
SELCX:
2.33
SPY:
2.61
SELCX:
6.56%
SPY:
4.92%
SELCX:
23.28%
SPY:
20.44%
SELCX:
-67.93%
SPY:
-55.19%
SELCX:
-4.31%
SPY:
-3.44%
Returns By Period
In the year-to-date period, SELCX achieves a 0.88% return, which is significantly lower than SPY's 0.98% return. Over the past 10 years, SELCX has outperformed SPY with an annualized return of 13.90%, while SPY has yielded a comparatively lower 12.73% annualized return.
SELCX
0.88%
9.05%
0.48%
15.86%
18.69%
16.29%
13.90%
SPY
0.98%
6.45%
-0.84%
13.58%
14.08%
15.83%
12.73%
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SELCX vs. SPY - Expense Ratio Comparison
SELCX has a 0.89% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
SELCX vs. SPY — Risk-Adjusted Performance Rank
SELCX
SPY
SELCX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Large Cap Growth Fund (SELCX) and SPDR S&P 500 ETF (SPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
SELCX vs. SPY - Dividend Comparison
SELCX's dividend yield for the trailing twelve months is around 21.98%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SELCX SEI Institutional Managed Trust Large Cap Growth Fund | 21.98% | 22.18% | 16.86% | 8.17% | 13.35% | 9.37% | 5.94% | 14.76% | 8.57% | 0.11% | 19.06% | 8.05% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SELCX vs. SPY - Drawdown Comparison
The maximum SELCX drawdown since its inception was -67.93%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SELCX and SPY.
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Volatility
SELCX vs. SPY - Volatility Comparison
SEI Institutional Managed Trust Large Cap Growth Fund (SELCX) and SPDR S&P 500 ETF (SPY) have volatilities of 4.98% and 4.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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